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ZKB Call Warrant auf
EURO STOXX 50

ISIN: CH1305129772 Security: 130512977 Symbol: SX523Z Life cycle
Secondary market

Bid Price 1.46

Ask Price 1.47

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 28.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.01.2024
Key Information Document DE 09.01.2024
Key Information Document EN 09.01.2024
Key Information Document FR 09.01.2024
Key Information Document IT 09.01.2024

Price data

  Bid Ask
Price 1.46 1.47
Volume 50'000.00 50'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 1.47
Change -5.77% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +463.46%
Year to date (YTD) n.a.
1 month +12.21%
3 months +56.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue4'466.67
Premium0.00%
Premium p.a.0.04%
Leverage15.02
Implied volatility0.17

Reference data

ISIN CH1305129772
Symbol SX523Z
Security 130512977
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying EURO STOXX 50 Price EUR, EU0009658145
Underlying ISIN EU0009658145
Strike 4'750.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type European
Delivery of securities Automatic
Minimum execution 200
Value day 09.01.2024

Key figures

Premium 0.34%
Premium p.a. 4.01%
Leverage 17.00
Implied volatility 16.83%
Moneyness in-the-money
Leverage 15.0190
Delta 0.8833
Gamma 0.0000
Theta -0.0077
Rho 0.0185
Vega 0.0140
Fair value 0.08
Intrinsic value n.a.
Break-even 5'045.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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